+1,092.8%
STX vs NKE
-75.6%
+1,168.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.7% | -2.1% |
| 7D | +8.0% | -5.5% | +13.5% | +9.7% |
| 30D | +5.1% | -10.4% | +15.5% | +8.0% |
| 3M | +5.8% | -15.8% | +21.6% | +9.7% |
| 6M | +124.9% | -33.4% | +158.4% | +150.6% |
| YTD | +213.9% | -41.0% | +254.9% | +264.0% |
| 1Y | +350.4% | -49.1% | +399.5% | +449.8% |
| 3Y | +1,314.2% | -59.8% | +1,374.0% | +1,678.5% |
| 5Y | +1,092.8% | -75.5% | +1,168.3% | +1,762.9% |
| All | +1,092.8% | -75.6% | +1,168.4% | +1,762.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NKE.
Daily Out/Under-Performance
Portfolio return minus NKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NKE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NKE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling